Midas regressions : further results and new directions
Eric Ghysels; Arthur Sinko; Rossen Valkanov
| Year of publication: |
2007
|
|---|---|
| Authors: | Ghysels, Eric ; Sinko, Arthur ; Valkanov, Rossen I. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 26.2007, 1, p. 53-90
|
| Subject: | Stichprobenerhebung | Sampling | Regressionsanalyse | Regression analysis | Volatilität | Volatility | Lag-Modell | Lag model | Marktmikrostruktur | Market microstructure | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003509012